I would(and have) used a variety of sources to purchase scuba gear. For different reasons, I use different places such as your LDS, on line LDSs, on line suppliers and discounters(Leisure Pro), want ad style sites(craigslist), old fashioned classifieds, word of mouth, private parties, etc.
As an example, I purchased my 1st stage, 2nd stage and octo from my LDS because if you buy them used, I have heard that the warranty doesn't carry over. If it's new from an on line source like LeisurePro, I have heard that there won't be a warranty or at the very least you have to send it back to them for service or pay both parts and labor at the LDS. I don't know how true that is, but I avoided that all together by buying it at the LDS and I've been very happy with the purchase, product and service. But, don't believe me, check it out.
Just like making any big ticket purchase, do you homework and ask around(which you're already doing) before you plunk your money down. Read gear, brand, manufacturer and style reviews before you make your decision about what to buy. Scubaboard is a great place to start and you won't find a shortage of opinions here. Good luck.
LobstaMan